یادداشتهای مربوط به کتابنامه ، واژه نامه و نمایه های داخل اثر
متن يادداشت
Includes bibliographical references and index.
یادداشتهای مربوط به مندرجات
متن يادداشت
"The interest rate market is a marketplace for the allocation of trillions of dollars from savers to borrowers and institutions of all sizes and types participate in the market. As other fixed income markets have grown over the past two decades, managing interest rate risk inherent in almost any fixed income instrument has become a crucial task even for portfolio managers not in interest rate markets directly. The book discusses the typical quantitative tools used to analyze rates markets such as regression, looks at the range of fixed income markets on the cash side, analyzes interest rate movements, and delves into derivatives side of the business. Beyond just mechanics of products, the markets themselves are discussed including fundamental drivers of interest rates and interest rate volatility. Fundamentals are only one piece of the puzzle and the chapters also discuss the main players in the rates markets, their motivations, and how to spot changing behavior to stay ahead of the curve. The key takeaways from these chapters is to understand the structural nature of the rates markets and develop a framework for thinking about these markets intuitively rather than just focusing on the setup of the markets currently, which is liable to change. To summarize, the focus of the book will be on the following ideas: quantitative tools which are useful in financial markets mechanics of interest rate products, both cash bonds and derivatives including swaps, options, and fu
عنوانهای گونه گون دیگر
عنوان گونه گون
a practical approach to fixed income
موضوع (اسم عام یاعبارت اسمی عام)
عنصر شناسه ای
Interest Rates
عنصر شناسه ای
Fixed-income securities
عنصر شناسه ای
Bonds
سایر رده بندی ها
شماره رده
332
.
632044
,
J59i
,
2011
نام شخص به منزله سر شناسه - (مسئولیت معنوی درجه اول )